+318.1%
TSM vs LTH
+160.9%
+157.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.5% | +2.8% |
| 7D | +2.7% | -0.6% | +3.4% | +2.9% |
| 30D | +3.6% | -4.6% | +8.2% | +4.6% |
| 3M | -3.4% | +32.8% | -36.2% | -10.3% |
| 6M | +20.6% | +64.6% | -44.0% | +5.6% |
| YTD | +41.9% | +62.6% | -20.8% | +24.3% |
| 1Y | +84.4% | +49.9% | +34.4% | +64.2% |
| 3Y | +380.2% | +151.3% | +228.9% | +270.4% |
| All | +318.1% | +160.9% | +157.2% | +190.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LTH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling